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  <titleInfo>
    <nonSort>An </nonSort>
    <title>undergraduate introduction to financial mathematics</title>
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  <name type="personal">
    <namePart>Buchanan, J. Robert</namePart>
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  <originInfo>
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    <place>
      <placeTerm type="text">Singapore</placeTerm>
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    <publisher>World Scientific</publisher>
    <dateIssued>2012</dateIssued>
    <edition>3rd ed.</edition>
    <issuance>monographic</issuance>
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  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
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  <physicalDescription>
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    <extent>xviii, 464 p. : ill. ; 24 cm.</extent>
  </physicalDescription>
  <tableOfContents>Preface -- Preface to the second edition -- Preface to the first edition -- The theory of interest -- Discrete probability -- Normal random variables and probability -- The arbitrage theorem -- Random walks and brownian motion -- Forwards and futures -- Options -- Solution of the black-scholes equation -- Derivatives of black-scholes option prices -- Hedging -- Extensions of the black-scholes model -- Optimizing portfolios -- American options -- Appendix A: Sample stock market data -- Appendix B: Solutions to chapter exercises -- Bibliography -- Index</tableOfContents>
  <targetAudience authority="marctarget">specialized</targetAudience>
  <note type="statement of responsibility">J. Robert Buchanan</note>
  <note>Includes bibliographical references and index</note>
  <subject authority="lcsh">
    <topic>Business mathematics</topic>
  </subject>
  <identifier type="isbn">9789814407441 (hbk.)</identifier>
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